CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0349 |
-0.0005 |
0.0% |
1.0226 |
| High |
1.0354 |
1.0360 |
0.0006 |
0.1% |
1.0454 |
| Low |
1.0351 |
1.0338 |
-0.0013 |
-0.1% |
1.0135 |
| Close |
1.0354 |
1.0349 |
-0.0005 |
0.0% |
1.0407 |
| Range |
0.0003 |
0.0022 |
0.0019 |
633.3% |
0.0319 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
65 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0404 |
1.0361 |
|
| R3 |
1.0393 |
1.0382 |
1.0355 |
|
| R2 |
1.0371 |
1.0371 |
1.0353 |
|
| R1 |
1.0360 |
1.0360 |
1.0351 |
1.0360 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0349 |
| S1 |
1.0338 |
1.0338 |
1.0347 |
1.0338 |
| S2 |
1.0327 |
1.0327 |
1.0345 |
|
| S3 |
1.0305 |
1.0316 |
1.0343 |
|
| S4 |
1.0283 |
1.0294 |
1.0337 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1289 |
1.1167 |
1.0582 |
|
| R3 |
1.0970 |
1.0848 |
1.0495 |
|
| R2 |
1.0651 |
1.0651 |
1.0465 |
|
| R1 |
1.0529 |
1.0529 |
1.0436 |
1.0590 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0363 |
| S1 |
1.0210 |
1.0210 |
1.0378 |
1.0271 |
| S2 |
1.0013 |
1.0013 |
1.0349 |
|
| S3 |
0.9694 |
0.9891 |
1.0319 |
|
| S4 |
0.9375 |
0.9572 |
1.0232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0458 |
1.0274 |
0.0184 |
1.8% |
0.0059 |
0.6% |
41% |
False |
False |
14 |
| 10 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0061 |
0.6% |
66% |
False |
False |
10 |
| 20 |
1.0458 |
1.0135 |
0.0323 |
3.1% |
0.0052 |
0.5% |
66% |
False |
False |
9 |
| 40 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0045 |
0.4% |
48% |
False |
False |
10 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0032 |
0.3% |
48% |
False |
False |
6 |
| 80 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0027 |
0.3% |
46% |
False |
False |
5 |
| 100 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0021 |
0.2% |
44% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0418 |
|
1.618 |
1.0396 |
|
1.000 |
1.0382 |
|
0.618 |
1.0374 |
|
HIGH |
1.0360 |
|
0.618 |
1.0352 |
|
0.500 |
1.0349 |
|
0.382 |
1.0346 |
|
LOW |
1.0338 |
|
0.618 |
1.0324 |
|
1.000 |
1.0316 |
|
1.618 |
1.0302 |
|
2.618 |
1.0280 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0398 |
| PP |
1.0349 |
1.0382 |
| S1 |
1.0349 |
1.0365 |
|